Abstract

Abstract We investigate the use of the Multiple Optimised Parameter Estimation and Data compression (MOPED) algorithm for data compression and faster evaluation of likelihood functions. Since MOPED only guarantees maintaining the Fisher matrix of the likelihood at a chosen point, multimodal and some degenerate distributions will present a problem. We present not only examples of scenarios in which MOPED does faithfully represent the true likelihood, but also cases in which it does not. Through these examples, we aim to define a set of criteria for which MOPED will accurately represent the likelihood and hence may be used to obtain a significant reduction in the time needed to calculate it. These criteria may involve the evaluation of the full likelihood function for comparison.

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call

Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.